Heute wurden Tagesgeschäfte von 1 Tag bis zu 84 Tagen abgewickelt.Das Gesamtvolumen belief sich auf knapp 297,555 Milliarden US Dollar. Es wurden insgesamt Papiere im Wert von 374,8 Milliarden US Dollar angedient. Die Nachfrage wurde heute noch nicht komplett gestillt, obwohl das Volumen auf ein neues Rekordhoch gestiegen ist. Es sollen ja in den nächsten Wochen bis zu 500 Milliarden in den Repomarkt gegeben werden.
Deal Date: Thursday, March 12, 2020
Delivery Date: Friday, March 13, 2020
Maturity Date: Friday, June 05, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: 1 Day Forward
Term of Operation - Calendar Days : 84 Days
Term of Operation - Business Days : 59 Days
Operation Close Time: 01:45 PM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 39.050 39.050 0.25 0.255 0.40 0.25
Agency .100 .100 0.25 0.250 0.25 0.25
Mortgage-backed 39.250 39.250 0.25 0.254 0.40 0.25
Total 78.400 78.400
Deal Date: Thursday, March 12, 2020
Delivery Date: Thursday, March 12, 2020
Maturity Date: Friday, March 13, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 3
Accepted Counterparties: 3
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury 21.050 21.050 1.00 N/A N/A
Deal Date: Thursday, March 12, 2020
Delivery Date: Thursday, March 12, 2020
Maturity Date: Friday, March 13, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 09:00 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 73.250 73.250 1.10 1.108 1.13 1.10
Agency .150 .150 1.15 1.150 1.15 1.15
Mortgage-backed 29.700 29.700 1.10 1.112 1.15 1.10
Total 103.100 103.100
Deal Date: Thursday, March 12, 2020
Delivery Date: Thursday, March 12, 2020
Maturity Date: Thursday, March 26, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 10 Days
Operation Close Time: 08:30 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 70.750 36.625 0.34 0.417 0.56 0.23
Agency .100 .000 N/A N/A 0.30 0.30
Mortgage-backed 16.250 8.375 0.36 0.424 0.60 0.28
Total 87.100 45.000
Deal Date: Thursday, March 12, 2020
Delivery Date: Thursday, March 12, 2020
Maturity Date: Monday, April 06, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 25 Days
Term of Operation - Business Days : 17 Days
Operation Close Time: 08:00 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 58.250 35.599 0.29 0.367 0.55 0.25
Agency .100 .000 N/A N/A 0.30 0.30
Mortgage-backed 24.250 14.401 0.31 0.480 0.75 0.25
Total 82.600 50.000
Deal Date: Wednesday, March 11, 2020
Delivery Date: Wednesday, March 11, 2020
Maturity Date: Thursday, March 12, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 3
Accepted Counterparties: 3
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury 1.325 1.325 1.00 N/A N/A